Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47889.0 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46494.04 Kr¶

PnL: ---------------------------------------> -394.53 Kr¶

DD now: ---------------------------------> -1.524 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:23:45.418539'

Anic Portfolio¶

Today¶

Return: -0.197 %¶

This Week¶

Return: -0.05 %¶

Total¶

Return: 56.776 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.490000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 -1.110000 2807.000000 171.000000 6.490000 2636.000010
Corem Property Group B 59 0.650000 637.200000 60.200000 10.430000 576.999999
AcadeMedia 12 -0.100000 601.800000 44.800000 8.040000 557.000004
MedCap 2 -0.220000 464.000000 43.000000 10.210000 421.000000
HMS Networks 2 -0.890000 710.800000 37.800000 5.620000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.310000 391.800000 36.800000 10.370000 355.000000
Boozt 12 -0.070000 1687.200000 33.200000 2.010000 1653.999996
Resurs Holding 22 0.290000 605.440000 31.440000 5.480000 573.999998
SAAB B 8 0.070000 3405.600000 28.600000 0.850000 3377.000000
Intrum 4 0.400000 548.600000 21.600000 4.100000 527.000000
OEM International B 7 0.390000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -0.850000 560.000000 17.000000 3.130000 543.000000
Nordea Bank Abp 29 0.740000 3469.560000 15.560000 0.450000 3453.999992
Swedbank A 3 1.400000 576.450000 12.450000 2.210000 564.000000
Securitas B 6 0.250000 581.400000 11.400000 2.000000 570.000000
Coor Service Management Hold. 8 -0.660000 543.200000 11.200000 2.110000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.730000 550.000000 4.000000 0.730000 546.000000
CTEK 13 -0.120000 535.990000 1.990000 0.370000 533.999999
Samhällsbyggnadsbo. i Norden D 12 -0.390000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.880000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -0.640000 559.600000 -14.400000 -2.510000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.570000 566.000000 -28.570000 -4.810000 594.565215
Sampo Oyj SDB 7 -0.640000 3818.500000 -31.500000 -0.820000 3850.000000
Vivesto 1368 0.200000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 0.000000 3660.800000 -95.200000 -2.530000 3756.000001
OX2 18 -1.500000 1418.400000 -245.600000 -14.760000 1663.999992
Fasadgruppen Group 35 -0.400000 3482.500000 -328.500000 -8.620000 3810.999990
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46494.040000 -394.530000 -1.52353% 46888.564618

Updated:¶

'2023-01-24 09:23:58.129694'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶